Learning Bayesian Statistics

• Support & get perks!• Proudly sponsored by PyMC Labs! Get in touch at alex.andorra@pymc-labs.com• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !Chapters:11:37 The Hard Tech Era21:08 The Shift in Tech Work Culture28:49 AI's Impact on Job Security and Work Dynamics34:33 Adapting to AI: Skills for the Future45:56 Understanding AI Models and Their Limitations47:25 The Importance of Diversity in AI Development54:34 Positioning Technical Talent for Job Security57:58 Building Resilience in Uncertain Times01:06:33 Recognizing Diverse Ambitions in Career Progression01:12:51 The Role of Managers in Employee Retention01:26:55 Solving Complex Problems with AI and InnovationThank you to my Patrons for making this episode possible!Links from the show:Alana's latest book (Use code BAYESIAN for 10% off + a free interview preparation download PDF)Alana’s SubstackAlana on LinkedinAlana on InstagramThe Obstacle Is the Way – The Timeless Art of Turning Trials into TriumphCourage Is Calling – Fortune Favours the Brave

Today’s clip is from episode 148 of the podcast, with Scott Berry. In this conversation, Alex and Scott discuss emphasizing the shift from frequentist to Bayesian approaches in clinical trials. They highlight the limitations of traditional trial designs and the advantages of adaptive and platform trials, particularly in the context of COVID-19 treatment. The discussion provides insights into the complexities of trial design and the innovative methodologies that are shaping the future of medical research. Get the full discussion here!• Join this channel to get access to perks: https://www.patreon.com/c/learnbayesstats • Intro to Bayes Course (first 2 lessons free): https://topmate.io/alex_andorra/503302 • Advanced Regression Course (first 2 lessons free): https://topmate.io/alex_andorra/1011122 Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !

• Support & get perks!• Proudly sponsored by PyMC Labs. Get in touch and tell them you come from LBS!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !Chapters:13:16 Understanding Adaptive and Platform Trials25:25 Real-World Applications and Innovations in Trials34:11 Challenges in Implementing Bayesian Adaptive Trials42:09 The Birth of a Simulation Tool44:10 The Importance of Simulated Data48:36 Lessons from High-Stakes Trials52:53 Navigating Adaptive Trial Designs56:55 Communicating Complexity to Stakeholders01:02:29 The Future of Clinical Trials01:10:24 Skills for the Next Generation of StatisticiansThank you to my Patrons for making this episode possible!Yusuke Saito, Avi Bryant, Giuliano Cruz, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Aubrey Clayton, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël R, Nicolas Rode, Gabriel Stechschulte, Arkady, Kurt TeKolste, Marcus Nölke, Maggi Mackintosh, Grant Pezzolesi, Joshua Meehl, Javier Sabio, Kristian Higgins, Matt Rosinski, Luis Fonseca, Dante Gates, Matt Niccolls, Maksim Kuznecov, Michael Thomas, Luke Gorrie, Cory Kiser, Julio, Edvin Saveljev, Frederick Ayala, Jeffrey Powell, Gal Kampel, Adan Romero, Blake Walters, Jonathan Morgan, Francesco Madrisotti, Ivy Huang, Gary Clarke, Robert Flannery, Rasmus Hindström, Stefan, Corey Abshire, Mike Loncaric, Ronald Legere, Sergio Dolia, Michael Cao, Yiğit Aşık, Suyog Chandramouli, Guillaume Berthon, Avenicio Baca, Spencer Boucher, Krzysztof Lechowski, Danimal, Jácint Juhász, Sander and Philippe.Links from the show:Berry ConsultantsScott's podcastLBS #45 Biostats & Clinical Trial Design, with Frank Harrell

Today’s clip is from episode 147 of the podcast, with Martin Ingram.Alex and Martin discuss the intricacies of variational inference, particularly focusing on the ADVI method and its challenges. They explore the evolution of approximate inference methods, the significance of mean field variational inference, and the innovative linear response technique for covariance estimation. The discussion also delves into the trade-offs between stochastic and deterministic optimization techniques, providing insights into their implications for Bayesian statistics.Get the full discussion here.Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)TranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:DADVI is a new approach to variational inference that aims to improve speed and accuracy.DADVI allows for faster Bayesian inference without sacrificing model flexibility.Linear response can help recover covariance estimates from mean estimates.DADVI performs well in mixed models and hierarchical structures.Normalizing flows present an interesting avenue for enhancing variational inference.DADVI can handle large datasets effectively, improving predictive performance.Future enhancements for DADVI may include GPU support and linear response integration.Chapters:13:17 Understanding DADVI: A New Approach21:54 Mean Field Variational Inference Explained26:38 Linear Response and Covariance Estimation31:21 Deterministic vs Stochastic Optimization in DADVI35:00 Understanding DADVI and Its Optimization Landscape37:59 Theoretical Insights and Practical Applications of DADVI42:12 Comparative Performance of DADVI in Real Applications45:03 Challenges and Effectiveness of DADVI in Various Models48:51 Exploring Future Directions for Variational Inference53:04 Final Thoughts and Advice for PractitionersThank you to my Patrons for making this episode possible!Yusuke Saito, Avi Bryant, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Aubrey Clayton, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël...

Today’s clip is from episode 146 of the podcast, with Ethan Smith.Alex and Ethan discuss the application of Bayesian inference in high energy density physics, particularly in analyzing complex data sets. They highlight the advantages of Bayesian techniques, such as incorporating prior knowledge and managing uncertainties. They also shares insights from an ongoing experimental project focused on measuring the equation of state of plasma at extreme pressures. Finally, Alex and Ethan advocate for best practices in managing large codebases and ensuring model reliability.Get the full discussion here.Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)TranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:Ethan's research involves using lasers to compress matter to extreme conditions to study astrophysical phenomena.Bayesian inference is a key tool in analyzing complex data from high energy density experiments.The future of high energy density physics lies in developing new diagnostic technologies and increasing experimental scale.High energy density physics can provide insights into planetary science and astrophysics.Emerging technologies in diagnostics are set to revolutionize the field.Ethan's dream project involves exploring picno nuclear fusion.Chapters:14:31 Understanding High Energy Density Physics and Plasma Spectroscopy21:24 Challenges in Data Analysis and Experimentation36:11 The Role of Bayesian Inference in High Energy Density Physics47:17 Transitioning to Advanced Sampling Techniques51:35 Best Practices in Model Development55:30 Evaluating Model Performance01:02:10 The Role of High Energy Density Physics01:11:15 Innovations in Diagnostic Technologies01:22:51 Future Directions in Experimental Physics01:26:08 Advice for Aspiring ScientistsThank you to my Patrons for making this episode possible!Yusuke Saito, Avi Bryant, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Aubrey Clayton, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël R, Nicolas Rode, Gabriel Stechschulte, Arkady,

Today’s clip is from episode 145 of the podcast, with Jordan Thibodeau.Alexandre Andorra and Jordan Thibodeau discuss the transformative impact of AI on productivity, career opportunities in the tech industry, and the intricacies of the job interview process. They emphasize the importance of expertise, networking, and the evolving landscape of tech companies, while also providing actionable advice for individuals looking to enhance their careers in AI and related fields.Get the full discussion here.Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)TranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Thank you to my Patrons for making this episode possible!Yusuke Saito, Avi Bryant, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Aubrey Clayton, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël R, Nicolas Rode, Gabriel Stechschulte, Arkady, Kurt TeKolste, Marcus Nölke, Maggi Mackintosh, Grant Pezzolesi, Joshua Meehl, Javier Sabio, Kristian Higgins, Matt Rosinski, Luis Fonseca, Dante Gates, Matt Niccolls, Maksim Kuznecov, Michael Thomas, Luke Gorrie, Cory Kiser, Julio, Edvin Saveljev, Frederick Ayala, Jeffrey Powell, Gal Kampel, Adan Romero, Will Geary, Blake Walters, Jonathan Morgan, Francesco Madrisotti, Ivy Huang, Gary Clarke, Robert Flannery, Rasmus Hindström, Stefan, Corey Abshire, Mike Loncaric, David McCormick, Ronald Legere, Sergio Dolia, Michael Cao, Yiğit Aşık, Suyog Chandramouli and Guillaume Berthon.Takeaways:AI is reshaping the workplace, but we're still in early stages.Networking is crucial for job applications in top firms.AI tools can augment work but are not replacements for skilled labor.Understanding the tech landscape requires continuous learning.Timing and cultural readiness are key for tech innovations.Expertise can be gained without formal education.Bayesian statistics is a valuable skill for tech professionals.The importance of personal branding in the job market. You just need to know 1% more than the person you're talking to.Sharing knowledge can elevate your status within a company.Embracing chaos in tech can create new opportunities.Investing in people leads...

Today’s clip is from episode 144 of the podcast, with Maurizio Filippone.In this conversation, Alex and Maurizio delve into the intricacies of Gaussian processes and their deep learning counterparts. They explain the foundational concepts of Gaussian processes, the transition to deep Gaussian processes, and the advantages they offer in modeling complex data. The discussion also touches on practical applications, model selection, and the evolving landscape of machine learning, particularly in relation to transfer learning and the integration of deep learning techniques with Gaussian processes.Get the full discussion here.Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)TranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Sign up for Alex's first live cohort, about Hierarchical Model building!Get 25% off "Building AI Applications for Data Scientists and Software Engineers"Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:Why GPs still matter: Gaussian Processes remain a go-to for function estimation, active learning, and experimental design – especially when calibrated uncertainty is non-negotiable.Scaling GP inference: Variational methods with inducing points (as in GPflow) make GPs practical on larger datasets without throwing away principled Bayes.MCMC in practice: Clever parameterizations and gradient-based samplers tighten mixing and efficiency; use MCMC when you need gold-standard posteriors.Bayesian deep learning, pragmatically: Stochastic-gradient training and approximate posteriors bring Bayesian ideas to neural networks at scale.Uncertainty that ships: Monte Carlo dropout and related tricks provide fast, usable uncertainty – even if they’re approximations.Model complexity ≠ model quality: Understanding capacity, priors, and inductive bias is key to getting trustworthy predictions.Deep Gaussian Processes: Layered GPs offer flexibility for complex functions, with clear trade-offs in interpretability and compute.Generative models through a Bayesian lens: GANs and friends benefit from explicit priors and uncertainty – useful for safety and downstream decisions.Tooling that matters: Frameworks like GPflow lower the friction from idea to implementation, encouraging reproducible, well-tested modeling.Where we’re headed: The future of ML is uncertainty-aware by default – integrating UQ tightly into optimization, design, and deployment.Chapters:08:44 Function Estimation and Bayesian Deep Learning10:41 Understanding Deep Gaussian Processes25:17 Choosing Between Deep GPs and Neural Networks32:01 Interpretability and Practical Tools for GPs43:52 Variational Methods in Gaussian Processes54:44 Deep Neural Networks and Bayesian Inference01:06:13 The Future of Bayesian Deep Learning01:12:28 Advice for Aspiring Researchersp...

Sign up for Alex's first live cohort, about Hierarchical Model buildingSoccer Factor Model DashboardToday’s clip is from episode 143 of the podcast, with Christoph Bamberg.Christoph shares his journey into Bayesian statistics and computational modeling, the challenges faced in academia, and the technical tools used in research. Alex and Christoph delve into a specific study on appetite regulation and cognitive performance, exploring the implications of framing in psychological research and the importance of careful communication in health-related contexts.Get the full discussion here.Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)TranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Sign up for Alex's first live cohort, about Hierarchical Model building!Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:Bayesian mindset in psychology: Why priors, model checking, and full uncertainty reporting make findings more honest and useful.Intermittent fasting & cognition: A Bayesian meta-analysis suggests effects are context- and age-dependent – and often small but meaningful.Framing matters: The way we frame dietary advice (focus, flexibility, timing) can shape adherence and perceived cognitive benefits.From cravings to choices: Appetite, craving, stress, and mood interact to influence eating and cognitive performance throughout the day.Define before you measure: Clear definitions (and DAGs to encode assumptions) reduce ambiguity and guide better study design.DAGs for causal thinking: Directed acyclic graphs help separate hypotheses from data pipelines and make causal claims auditable.Small effects, big implications: Well-estimated “small” effects can scale to public-health relevance when decisions repeat daily.Teaching by modeling: Helping students write models (not just run them) builds statistical thinking and scientific literacy.Bridging lab and life: Balancing careful experiments with real-world measurement is key to actionable health-psychology insights.Trust through transparency: Openly communicating assumptions, uncertainty, and limitations strengthens scientific credibility.Chapters:10:35 The Struggles of Bayesian Statistics in Psychology22:30 Exploring Appetite and Cognitive Performance29:45 Research Methodology and Causal Inference36:36 Understanding Cravings and Definitions39:02 Intermittent Fasting and Cognitive Performance42:57 Practical Recommendations for Intermittent Fasting49:40 Balancing Experimental Psychology and Statistical Modeling55:00 Pressing Questions in Health Psychology01:04:50 Future Directions in ResearchThank you to my Patrons for...

Soccer Factor Model DashboardUnveiling True Talent: The Soccer Factor Model for Skill EvaluationLBS #91, Exploring European Football Analytics, with Max GöbelGet early access to Alex's next live-cohort courses!Today’s clip is from episode 142 of the podcast, with Gabriel Stechschulte.Alex and Garbriel explore the re-implementation of BART (Bayesian Additive Regression Trees) in Rust, detailing the technical challenges and performance improvements achieved.They also share insights into the benefits of BART, such as uncertainty quantification, and its application in various data-intensive fields.Get the full discussion here.Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)TranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Get early access to Alex's next live-cohort courses!Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:BART as a core tool: Gabriel explains how Bayesian Additive Regression Trees provide robust uncertainty quantification and serve as a reliable baseline model in many domains.Rust for performance: His Rust re-implementation of BART dramatically improves speed and scalability, making it feasible for larger datasets and real-world IoT applications.Strengths and trade-offs: BART avoids overfitting and handles missing data gracefully, though it is slower than other tree-based approaches.Big data meets Bayes: Gabriel shares strategies for applying Bayesian methods with big data, including when variational inference helps balance scale with rigor.Optimization and decision-making: He highlights how BART models can be embedded into optimization frameworks, opening doors for sequential decision-making.Open source matters: Gabriel emphasizes the importance of communities like PyMC and Bambi, encouraging newcomers to start with small contributions.Chapters:05:10 – From economics to IoT and Bayesian statistics18:55 – Introduction to BART (Bayesian Additive Regression Trees)24:40 – Re-implementing BART in Rust for speed and scalability32:05 – Comparing BART with Gaussian Processes and other tree methods39:50 – Strengths and limitations of BART47:15 – Handling missing data and different likelihoods54:30 – Variational inference and big data challenges01:01:10 – Embedding BART into optimization and decision-making frameworks01:08:45 – Open source, PyMC, and community support01:15:20 – Advice for newcomers01:20:55 – Future of BART, Rust, and probabilistic programmingThank you to my Patrons for making this episode possible!Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian...

Get early access to Alex's next live-cohort courses!Today’s clip is from episode 141 of the podcast, with Sam Witty.Alex and Sam discuss the ChiRho project, delving into the intricacies of causal inference, particularly focusing on Do-Calculus, regression discontinuity designs, and Bayesian structural causal inference. They explain ChiRho's design philosophy, emphasizing its modular and extensible nature, and highlights the importance of efficient estimation in causal inference, making complex statistical methods accessible to users without extensive expertise.Get the full discussion here.Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)TranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Get early access to Alex's next live-cohort courses!Enroll in the Causal AI workshop, to learn live with Alex (15% off if you're a Patron of the show)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:Causal inference is crucial for understanding the impact of interventions in various fields.ChiRho is a causal probabilistic programming language that bridges mechanistic and data-driven models.ChiRho allows for easy manipulation of causal models and counterfactual reasoning.The design of ChiRho emphasizes modularity and extensibility for diverse applications.Causal inference requires careful consideration of assumptions and model structures.Real-world applications of causal inference can lead to significant insights in science and engineering.Collaboration and communication are key in translating causal questions into actionable models.The future of causal inference lies in integrating probabilistic programming with scientific discovery.Chapters:05:53 Bridging Mechanistic and Data-Driven Models09:13 Understanding Causal Probabilistic Programming12:10 ChiRho and Its Design Principles15:03 ChiRho’s Functionality and Use Cases17:55 Counterfactual Worlds and Mediation Analysis20:47 Efficient Estimation in ChiRho24:08 Future Directions for Causal AI50:21 Understanding the Do-Operator in Causal Inference56:45 ChiRho’s Role in Causal Inference and Bayesian Modeling01:01:36 Roadmap and Future Developments for ChiRho01:05:29 Real-World Applications of Causal Probabilistic Programming01:10:51 Challenges in Causal Inference Adoption01:11:50 The Importance of Causal Claims in Research01:18:11 Bayesian Approaches to Causal Inference01:22:08 Combining Gaussian Processes with Causal Inference01:28:27 Future Directions in Probabilistic Programming and Causal InferenceThank you to my Patrons for making this episode possible!Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad...

Get early access to Alex's next live-cohort courses!Today’s clip is from episode 140 of the podcast, with Ron Yurko.Alex and Ron discuss the challenges of model deployment, and the complexities of modeling player contributions in team sports like soccer and football.They emphasize the importance of understanding replacement levels, the Going Deep framework in football analytics, and the need for proper modeling of expected points. Additionally, they share insights on teaching Bayesian modeling to students and the difficulties they face in grasping the concepts of model writing and application.Get the full discussion here.Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)TranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Get early access to Alex's next live-cohort courses!Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:Teaching students to write out their own models is crucial.Developing a sports analytics portfolio is essential for aspiring analysts.Modeling expectations in sports analytics can be misleading.Tracking data can significantly improve player performance models.Ron encourages students to engage in active learning through projects.The importance of understanding the dependency structure in data is vital.Ron aims to integrate more diverse sports analytics topics into his teaching.Chapters:03:51 The Journey into Sports Analytics15:20 The Evolution of Bayesian Statistics in Sports26:01 Innovations in NFL WAR Modeling39:23 Causal Modeling in Sports Analytics46:29 Defining Replacement Levels in Sports48:26 The Going Deep Framework and Big Data in Football52:47 Modeling Expectations in Football Data55:40 Teaching Statistical Concepts in Sports Analytics01:01:54 The Importance of Model Building in Education01:04:46 Statistical Thinking in Sports Analytics01:10:55 Innovative Research in Player Movement01:15:47 Exploring Data Needs in American Football01:18:43 Building a Sports Analytics PortfolioThank you to my Patrons for making this episode possible!Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell,...

Today’s clip is from episode 139 of the podcast, with with Max Balandat.Alex and Max discuss the integration of BoTorch with PyTorch, exploring its applications in Bayesian optimization and Gaussian processes. They highlight the advantages of using GPyTorch for structured matrices and the flexibility it offers for research. The discussion also covers the motivations behind building BoTorch, the importance of open-source culture at Meta, and the role of PyTorch in modern machine learning.Get the full discussion here.Attend Alex's tutorial at PyData Berlin: A Beginner's Guide to State Space Modeling Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)TranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.